Learn how easy it is to sync an existing GitHub or Google Code repo to a SourceForge project! See Demo

Close

[1d7c18]: src / modules / glm / samplers / HolmesHeldBlock.h Maximize Restore History

Download this file

HolmesHeldBlock.h    42 lines (36 with data), 884 Bytes

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
#ifndef HOLMES_HELD_BLOCK_H_
#define HOLMES_HELD_BLOCK_H_
#include "BinaryGLM.h"
namespace glm {
/**
* @short Holmes Held sampler for binary GLMs
*
* Sampler for probit and logistic regression models with binary
* outcome data.
*/
class HolmesHeldBlock : public BinaryGLM {
public:
/**
* Constructor.
*
* @see GLMMethod#GLMMethod
*/
HolmesHeldBlock(GraphView const *view,
std::vector<GraphView const *> const &sub_views,
unsigned int chain);
/**
* Does block updating of latent auxiliary variables and their
* variances
*/
void updateAuxiliary(cholmod_dense *u1, cholmod_factor *F, RNG *rng);
/**
* Returns "Holmes-Held Block"
*/
std::string name() const;
/**
* Joint update of model parameters and auxiliary variables
*/
void update(RNG *rng);
};
}
#endif /* HOLMES_HELD_BLOCK_H_ */